To show you how great of an effect that the Fed, Europe, and congress is having on the market, I thought I would point out something unique that is currently happening: Here is a quick look at volatility in the SPX
Livevol (r) www.livevol.com
There has been a bit of confusion as to what exactly what the reserach Jim Cramer quoted Mark Sebastian on last night meant (watch the Video here). Here is the research that was used along with a slightly more indepth description. It should clear up any confusion. As a follow up, you can catch our live webinar on using options to trade stock earnings on Feb 15th. Register here.
Option Pit's COO and Director of Education talked about today's markets along with how he views the upcoming trading year during a segment on CNBC's Squawk on the Street.
When I first began mentoring option traders one thing struck me. The insistence that theta is non-linear almost all of an options decay took place inside the final 30 days of its life.
I was in an option mentoring session yesterday working with one of my brightest students when we began looking at the SPX September-October call spread. The spread had a mid price of about 13
